Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.57 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47958.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46563.64 Kr¶

PnL: ---------------------------------------> -324.93 Kr¶

DD now: ---------------------------------> -1.381 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 14:40:52.544187'

Anic Portfolio¶

Today¶

Return: 0.894 %¶

This Week¶

Return: 0.894 %¶

Total¶

Return: 57.004 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.630000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 0.330000 3146.000000 175.000000 5.890000 2971.000006
Corem Property Group B 59 5.960000 681.450000 104.450000 18.100000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.550000 448.600000 93.600000 26.370000 355.000000
HMS Networks 2 1.520000 722.800000 49.800000 7.400000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.630000 271.200000 25.200000 10.240000 246.000000
Midsona B 63 1.600000 601.650000 18.650000 3.200000 582.999984
OEM International B 7 1.560000 545.300000 17.300000 3.280000 527.999997
Nordea Bank Abp 29 0.640000 3471.300000 17.300000 0.500000 3453.999992
Boozt 12 0.000000 1670.400000 16.400000 0.990000 1653.999996
MedCap 2 3.070000 437.000000 16.000000 3.800000 421.000000
Coor Service Management Hold. 8 0.000000 546.000000 14.000000 2.630000 532.000000
Intrum 4 1.580000 540.800000 13.800000 2.620000 527.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
AcadeMedia 12 0.980000 566.880000 9.880000 1.770000 557.000004
Resurs Holding 22 -0.600000 581.460000 7.460000 1.300000 573.999998
Karnov Group 9 -1.960000 540.900000 4.900000 0.910000 536.000004
Essity B 2 0.380000 578.600000 4.600000 0.800000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Securitas B 6 0.870000 568.560000 -1.440000 -0.250000 570.000000
Swedbank A 3 0.130000 561.750000 -2.250000 -0.400000 564.000000
CTEK 13 2.130000 528.970000 -5.030000 -0.940000 533.999999
Fastighetsbolag. Emilshus Pref 21 -0.930000 556.500000 -5.500000 -0.980000 562.000005
SAAB B 8 1.950000 3346.400000 -30.600000 -0.910000 3377.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
OX2 18 -1.700000 1508.400000 -155.600000 -9.350000 1663.999992
Axfood 13 0.590000 3576.300000 -179.700000 -4.780000 3756.000001
Ovzon 52 3.650000 3104.400000 -257.600000 -7.660000 3361.999992
Fasadgruppen Group 35 -1.410000 3416.000000 -395.000000 -10.360000 3810.999990
TOTAL 46563.640000 -324.930000 -1.38057% 46888.564618

Updated:¶

'2023-01-16 14:41:05.181435'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶